+2,423.8%
CTAS vs BB
+338.1%
+2,085.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | +0.6% |
| 7D | -0.8% | +7.3% | -8.1% | -1.6% |
| 30D | +10.7% | +11.2% | -0.5% | +9.1% |
| 3M | +11.0% | +4.7% | +6.3% | +9.7% |
| 6M | +38.7% | +51.1% | -12.4% | +29.7% |
| YTD | +21.8% | +148.0% | -126.3% | +7.1% |
| 1Y | +23.6% | +106.1% | -82.6% | +10.8% |
| 3Y | +74.9% | +158.2% | -83.3% | +47.1% |
| 5Y | +119.5% | -10.8% | +130.3% | +102.9% |
| 10Y | +820.2% | +29.3% | +790.9% | +622.0% |
| All | +2,423.8% | +338.1% | +2,085.7% | +1,240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling